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Trade: FIL/USDT/15/DCU/KCU/9288

Strategy
FIL/USDT/15/DCU/KCU/9288
Pair
FIL_USDT
Interval
15m
Score
393626
Daily Profit
0.277209
Profit Factor
1.529031
Profitability
55.140187
Streak
17.399378
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-08 23:50
Expiration Time
2025-12-22 22:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 72190.8749 4436.1395 67754.7354 72769.7742 7913.5322 64856.242
Total P&L (%) 72.1909 4.4361 67.7547 72.7698 7.9135 64.8562
Avg Daily Profit (%) 0.2772 0.017 0.2602 0.2102 0.0292 0.1921
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43641 -11566 -34402 -80778 -17694 -66392
Profit Factor 1.529 1.1618 1.6214 1.3325 1.1973 1.3629
Total Trades 107 54 53 107 54 53
Winning Trades 59 31 28 59 31 28
Losing Trades 48 23 25 48 23 25
Profitability (%) 55.1402 57.4074 52.8302 55.1402 57.4074 52.8302
Ratio Avg Win / Avg Loss 1.244 0.862 1.4477 1.0841 0.8883 1.2168
Largest Winning Trade 26366 2647 26366 26669 4207 26669
Largest Losing Trade -28584 -4132 -28584 -47456 -5953 -47456
Avg Bars in Trades 222 21 428 222 21 428
Avg Bars in Winners 240 23 480 240 23 480
Avg Bars in Losers 201 18 369 201 18 369
Bars Traded 23828 1142 22686 23828 1142 22686
Profit Streak 17.3994 17.3994 19.941 17.3994 17.3994 19.941
Trades During Streak 6 3 4 6 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 393626 -558268 -169623 329769 -503208 -171888
Evaluation Data
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737457200000,
    "first_datapoint_time": 1737568800000,
    "last_datapoint_time": 1759956300000,
    "evaluation_time": 1759956606249,
    "expiration_time": 1766436300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 100,
            "offset": 0,
            "scalar": 3
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            72190.8748853319,
            4436.1394831127,
            67754.7354022192,
            72769.7741711209,
            7913.5322010062,
            64856.2419701146
        ],
        [
            72.190875,
            4.436139,
            67.754735,
            72.769774,
            7.913532,
            64.856242
        ],
        [
            0.277209,
            0.017035,
            0.260175,
            0.210185,
            0.029249,
            0.192145
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43641,
            -11566,
            -34402,
            -80778,
            -17694,
            -66392
        ],
        [
            1.529031,
            1.161796,
            1.621372,
            1.332512,
            1.197299,
            1.362854
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            59,
            31,
            28,
            59,
            31,
            28
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            55.140187,
            57.407407,
            52.830189,
            55.140187,
            57.407407,
            52.830189
        ],
        [
            1.243957,
            0.861978,
            1.447654,
            1.084078,
            0.888319,
            1.216834
        ],
        [
            26366,
            2647,
            26366,
            26669,
            4207,
            26669
        ],
        [
            -28584,
            -4132,
            -28584,
            -47456,
            -5953,
            -47456
        ],
        [
            222,
            21,
            428,
            222,
            21,
            428
        ],
        [
            240,
            23,
            480,
            240,
            23,
            480
        ],
        [
            201,
            18,
            369,
            201,
            18,
            369
        ],
        [
            23828,
            1142,
            22686,
            23828,
            1142,
            22686
        ],
        [
            17.399378,
            17.399378,
            19.941044,
            17.399378,
            17.399378,
            19.941045
        ],
        [
            6,
            3,
            4,
            6,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            393626,
            -558268,
            -169623,
            329769,
            -503208,
            -171888
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "FIL_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737457200000,
    "first_datapoint_time": 1737568800000,
    "last_datapoint_time": 1759956300000,
    "evaluation_time": 1759956606249,
    "expiration_time": 1766436300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 100,
            "offset": 0,
            "scalar": 3
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)